rob4lderman / coursera-financial-engineering-I-R-exercises
In-class exercises in R
☆11Updated 8 years ago
Related projects ⓘ
Alternatives and complementary repositories for coursera-financial-engineering-I-R-exercises
- Daily kata from Quantitative Investment Portfolio Analytics In R☆13Updated 5 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆21Updated 3 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆47Updated 6 years ago
- CRAN Task View: Empirical Finance☆56Updated this week
- ☆45Updated 8 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆25Updated 2 years ago
- R package AssetAllocation☆34Updated 11 months ago
- ☆67Updated 8 months ago
- A shiny application to explore the basics of option evaluation☆15Updated 7 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆27Updated 5 years ago
- Practical applications towards risk-centric portfolio management☆43Updated 8 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆14Updated 5 years ago
- ☆41Updated 2 months ago
- Fixed income tools for R☆51Updated 9 months ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆17Updated 6 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆27Updated last year
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆17Updated 4 years ago
- This repository hosts the source code for the website tidy-finance.org☆85Updated 3 weeks ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆25Updated 3 years ago
- Example code of simple things one can do with our open-source asset pricing data☆44Updated 2 months ago
- Code repository of Learning Quantitative Finance with R by Packt☆41Updated last year
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆23Updated 8 years ago
- ☆79Updated last week
- ☆50Updated 9 years ago
- Option Volatility and Pricing Models.☆10Updated 2 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆76Updated 2 months ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆12Updated 6 years ago
- ☆16Updated 3 years ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated 3 months ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆26Updated 8 years ago